Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2448565.7784 | 1488.7846 | -2450054.5629 | -2944720.3582 | -28172760.1892 | 25228039.831 |
Total P&L (%) | -2448.5658 | 1.4888 | -2450.0546 | -2944.7204 | -28172.7602 | 25228.0398 |
Avg Daily Profit (%) | -1.2997 | 0.0008 | -1.3005 | 0 | 0 | 0.2942 |
Buy And Hold Return (%) | 6555.3952 | 6555.3952 | 6555.3952 | 6555.3952 | 6555.3952 | 6555.3952 |
Max Trade Drawdown | -2554754 | -128324 | -2511201 | -49235988 | -30481782 | -27950036 |
Profit Factor | 0.1992 | 1.005 | 0.1123 | 0.9652 | 0.3762 | 1.6383 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 208 | 102 | 106 | 137 | 64 | 73 |
Losing Trades | 52 | 28 | 24 | 123 | 66 | 57 |
Profitability (%) | 80 | 78.4615 | 81.5385 | 52.6923 | 49.2308 | 56.1538 |
Ratio Avg Win / Avg Loss | 0.0498 | 0.2759 | 0.0254 | 0.8666 | 0.3879 | 1.2792 |
Largest Winning Trade | 17037 | 15648 | 17037 | 29508660 | 1330700 | 29508660 |
Largest Losing Trade | -1723591 | -57188 | -1723591 | -24907171 | -13670294 | -24907171 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 6 | 7 | 5 | 23 | 17 | 28 |
Avg Bars in Losers | 114 | 99 | 132 | 33 | 36 | 30 |
Bars Traded | 7315 | 3523 | 3792 | 7315 | 3523 | 3792 |
Profit Streak | 11.3158 | 11.3158 | 13.0658 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573677 | -569095 | -575312 | -578791 | -581008 | 336352 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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